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DESCRIPTION
@@ -2,7 +2,8 @@ Package: dfms
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Version: 0.3.0
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Title: Dynamic Factor Models
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Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "[email protected]"),
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- person("Rytis", "Bagdziunas", role = "aut"))
+ person("Rytis", "Bagdziunas", role = "aut"),
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+ person("Santtu", "Tikka", role = "rev"))
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Description: Efficient estimation of Dynamic Factor Models using the Expectation Maximization (EM) algorithm
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or Two-Step (2S) estimation, supporting datasets with missing data. The estimation options follow advances in the
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econometric literature: either running the Kalman Filter and Smoother once with initial values from PCA -
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